@article{EJP119,
author = {Albert Fannjiang and Tomasz Komorowski},
title = {Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {7},
year = {2002},
keywords = {Ornstein-Uhlenbeck flow, martingale central limit theorem, homogenization, Peclet number.},
abstract = {We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number, the laws of diffusions under the diffusive rescaling converge weakly, to the law of a Brownian motion. We also show that the effective diffusivity has a finite, nonzero limit as the molecular diffusion tends to zero.
},
pages = {no. 20, 1-22},
issn = {1083-6489},
doi = {10.1214/EJP.v7-119},
url = {http://ejp.ejpecp.org/article/view/119}}